+18.2%
BMY vs HTZ
-93.2%
+111.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +1.9% |
| 7D | +2.1% | -8.5% | +10.6% | +2.4% |
| 30D | +7.0% | -18.9% | +25.9% | +7.7% |
| 3M | -0.9% | -36.0% | +35.2% | +0.5% |
| 6M | +14.9% | -74.6% | +89.5% | +19.6% |
| YTD | +22.8% | -70.8% | +93.6% | +26.7% |
| 1Y | +36.2% | -75.3% | +111.5% | +41.3% |
| 3Y | +45.7% | -81.6% | +127.3% | +48.5% |
| 5Y | +31.3% | -94.4% | +125.7% | +36.1% |
| All | +18.2% | -93.2% | +111.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling